Trading Metrics calculated at close of trading on 24-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,352.50 |
5,329.25 |
-23.25 |
-0.4% |
5,323.50 |
High |
5,361.25 |
5,344.50 |
-16.75 |
-0.3% |
5,361.25 |
Low |
5,310.75 |
5,299.00 |
-11.75 |
-0.2% |
5,299.00 |
Close |
5,332.00 |
5,343.25 |
11.25 |
0.2% |
5,343.25 |
Range |
50.50 |
45.50 |
-5.00 |
-9.9% |
62.25 |
ATR |
38.62 |
39.11 |
0.49 |
1.3% |
0.00 |
Volume |
240,394 |
211,944 |
-28,450 |
-11.8% |
801,678 |
|
Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,465.50 |
5,449.75 |
5,368.25 |
|
R3 |
5,420.00 |
5,404.25 |
5,355.75 |
|
R2 |
5,374.50 |
5,374.50 |
5,351.50 |
|
R1 |
5,358.75 |
5,358.75 |
5,347.50 |
5,366.50 |
PP |
5,329.00 |
5,329.00 |
5,329.00 |
5,332.75 |
S1 |
5,313.25 |
5,313.25 |
5,339.00 |
5,321.00 |
S2 |
5,283.50 |
5,283.50 |
5,335.00 |
|
S3 |
5,238.00 |
5,267.75 |
5,330.75 |
|
S4 |
5,192.50 |
5,222.25 |
5,318.25 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,521.25 |
5,494.50 |
5,377.50 |
|
R3 |
5,459.00 |
5,432.25 |
5,360.25 |
|
R2 |
5,396.75 |
5,396.75 |
5,354.75 |
|
R1 |
5,370.00 |
5,370.00 |
5,349.00 |
5,383.50 |
PP |
5,334.50 |
5,334.50 |
5,334.50 |
5,341.25 |
S1 |
5,307.75 |
5,307.75 |
5,337.50 |
5,321.00 |
S2 |
5,272.25 |
5,272.25 |
5,331.75 |
|
S3 |
5,210.00 |
5,245.50 |
5,326.25 |
|
S4 |
5,147.75 |
5,183.25 |
5,309.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,361.25 |
5,286.75 |
74.50 |
1.4% |
38.00 |
0.7% |
76% |
False |
False |
194,496 |
10 |
5,361.25 |
5,209.75 |
151.50 |
2.8% |
36.25 |
0.7% |
88% |
False |
False |
180,913 |
20 |
5,361.25 |
5,083.25 |
278.00 |
5.2% |
37.25 |
0.7% |
94% |
False |
False |
183,696 |
40 |
5,361.25 |
4,850.00 |
511.25 |
9.6% |
40.25 |
0.8% |
96% |
False |
False |
178,727 |
60 |
5,361.25 |
4,700.50 |
660.75 |
12.4% |
45.00 |
0.8% |
97% |
False |
False |
154,614 |
80 |
5,361.25 |
4,557.00 |
804.25 |
15.1% |
52.75 |
1.0% |
98% |
False |
False |
116,092 |
100 |
5,361.25 |
4,557.00 |
804.25 |
15.1% |
51.75 |
1.0% |
98% |
False |
False |
92,943 |
120 |
5,361.25 |
4,557.00 |
804.25 |
15.1% |
51.75 |
1.0% |
98% |
False |
False |
77,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,538.00 |
2.618 |
5,463.50 |
1.618 |
5,418.00 |
1.000 |
5,390.00 |
0.618 |
5,372.50 |
HIGH |
5,344.50 |
0.618 |
5,327.00 |
0.500 |
5,321.75 |
0.382 |
5,316.50 |
LOW |
5,299.00 |
0.618 |
5,271.00 |
1.000 |
5,253.50 |
1.618 |
5,225.50 |
2.618 |
5,180.00 |
4.250 |
5,105.50 |
|
|
Fisher Pivots for day following 24-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,336.00 |
5,339.00 |
PP |
5,329.00 |
5,334.50 |
S1 |
5,321.75 |
5,330.00 |
|